CCD vs EMD

Comparison between Calamos Dynamic Convertible and Income Fund (CCD, ETF) and Western Asset Emerging Markets Debt Fund Inc (EMD, ETF).

5-Year PerformanceCCD has outperformed EMD, delivering a return of +5.5% compared to +4.3%

CCD vs EMD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CCD(ETF)	EMD(ETF)
Net Assets	$648M	$648M
Max Drawdown	60.86%	66.58%
Sharpe Ratio	1.72	1.11
5Y Beta	0.75	0.42
5Y Dividends CAGR	2.03%	1.80%

Net Assets

Winner

CCD

$648M

EMD

$648M

Max Drawdown

Winner

CCD

60.86%

EMD

66.58%

Sharpe Ratio

Winner

CCD

1.72

EMD

1.11

5Y Beta

CCD

0.75

Winner

EMD

0.42

5Y Dividends CAGR

Winner

CCD

2.03%

EMD

1.80%

CCD vs EMD - Historical Returns

Returns include dividend reinvestment.

Period	CCD	EMD
1 month	+1.51%	-2.19%
3 months	+14.95%	+1.13%
6 months	+22.46%	+3.00%
1 year	+38.63%	+18.25%
5 years(CAGR)	+5.49%	+4.28%
10 years(CAGR)	+14.11%	+6.07%
Max(CAGR)	+10.31%	+6.54%

Winner

CCD

+1.51%

EMD

-2.19%

Winner

CCD

+14.95%

EMD

+1.13%

Winner

CCD

+22.46%

EMD

+3.00%

Winner

CCD

+38.63%

EMD

+18.25%

5Y(CAGR)

Winner

CCD

+5.49%

EMD

+4.28%

10Y(CAGR)

Winner

CCD

+14.11%

EMD

+6.07%

Max(CAGR)

Winner

CCD

+10.31%

EMD

+6.54%

CCD vs EMD - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	CCD	EMD
2026	+22.52%	+0.68%
2025	-4.09%	+21.86%
2024	+37.39%	+16.94%
2023	+7.41%	+11.96%
2022	-27.83%	-20.86%
2021	+22.43%	+0.40%
2020	+44.67%	+7.41%
2019	+37.30%	+25.16%
2018	-9.57%	-14.95%
2017	+25.52%	+14.27%
2016	+8.14%	+17.52%
2015	-22.81%	-4.89%
2014	N/A	-1.33%
2013	N/A	-16.02%
2012	N/A	+22.51%
2011	N/A	+10.49%
2010	N/A	+12.77%
2009	N/A	+51.98%
2008	N/A	-21.64%
2007	N/A	+7.90%
2006	N/A	+11.12%
2005	N/A	+6.97%
2004	N/A	+6.28%
2003	N/A	+0.90%

CCD vs EMD Drawdown Comparison

The maximum drawdown for CCD was -55.32%, occurring on Mar 18, 2020. Recovery took 94 trading sessions.

The maximum drawdown for EMD was -48.11%, occurring on Nov 20, 2008. Recovery took 297 trading sessions.

The current CCD drawdown is -3.51%. The current EMD drawdown is -4.96%.

Rank	CCD	EMD
#1	-55.32% Feb 20, 2020 - Jul 6, 2020	-48.11% Jun 3, 2008 - Aug 6, 2009
#2	-37.54% Nov 9, 2021 - Sep 19, 2024	-46.44% Feb 21, 2020 - Dec 17, 2020
#3	-36.95% Apr 24, 2015 - Jul 12, 2017	-40.44% Sep 2, 2021 - Oct 2, 2024
#4	-26.91% Sep 12, 2018 - Jul 19, 2019	-29.53% Mar 12, 2013 - Apr 20, 2017
#5	-22.28% Oct 10, 2024 - Jan 15, 2026	-26.07% Jan 27, 2004 - Sep 24, 2004
#6	-11.42% Jan 24, 2018 - Apr 20, 2018	-18.70% Jan 16, 2018 - Jun 21, 2019
#7	-11.34% Mar 2, 2021 - Oct 19, 2021	-13.52% May 29, 2007 - Oct 5, 2007
#8	-11.08% Feb 20, 2026 - Apr 8, 2026	-13.33% Feb 18, 2026 - Mar 30, 2026
#9	-9.88% Oct 12, 2020 - Nov 6, 2020	-12.48% Sep 2, 2011 - Dec 23, 2011
#10	-8.30% Sep 1, 2020 - Oct 7, 2020	-11.83% Mar 25, 2025 - Jun 4, 2025
#11	-7.38% May 6, 2026 - May 26, 2026	-11.04% Feb 8, 2005 - Sep 9, 2005
#12	-5.92% Feb 12, 2021 - Mar 2, 2021	-10.28% Apr 23, 2010 - Jul 21, 2010
#13	-5.65% Jul 24, 2019 - Oct 17, 2019	-9.97% Nov 5, 2010 - May 10, 2011
#14	-5.56% Jul 20, 2017 - Sep 19, 2017	-9.74% Aug 3, 2011 - Sep 2, 2011
#15	-5.00% Jan 22, 2021 - Feb 2, 2021	-9.13% Oct 8, 2009 - Dec 24, 2009

Correlation

Correlation between CCD and EMD is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2004 - 2026)

CCD vs EMD dividend yield comparison.

Year	CCD	EMD
2026	3.12%	4.58%
2025	11.22%	10.44%
2024	9.63%	10.57%
2023	11.83%	9.97%
2022	11.42%	11.09%
2021	7.43%	8.44%
2020	7.11%	8.45%
2019	8.93%	8.41%
2018	12.21%	9.76%
2017	9.99%	7.78%
2016	11.43%	9.99%
2015	7.40%	9.54%
2014	0.00%	9.01%
2013	0.00%	8.37%
2012	0.00%	6.49%
2011	0.00%	7.01%
2010	0.00%	7.48%
2009	0.00%	8.87%
2008	0.00%	13.34%
2007	0.00%	7.73%
2006	0.00%	9.19%
2005	0.00%	14.13%
2004	0.00%	8.88%